| 更新時間： | 2019年7月15日 PM 7:42:45 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/04/19 | 14.840% | 29892.81 | 11.294% | 11.752% | +3.088% | 11.752% | +3.088% |
| 30/04/19 | 14.470% | 29699.11 | 11.653% | 11.587% | +2.883% | 14.442% | +0.028% |
| 02/05/19 | 14.330% | 29944.18 | 11.436% | 11.337% | +2.993% | 13.944% | +0.386% |
| 03/05/19 | 14.870% | 30081.55 | 9.881% | 11.081% | +3.789% | 13.538% | +1.332% |
| 06/05/19 | 18.290% | 29209.82 | 14.304% | 11.714% | +6.576% | 14.023% | +4.267% |
| 07/05/19 | 17.760% | 29363.02 | 13.976% | 12.250% | +5.510% | 14.564% | +3.196% |
| 08/05/19 | 19.520% | 29003.20 | 14.443% | 12.808% | +6.712% | 15.122% | +4.398% |
| 09/05/19 | 23.540% | 28311.07 | 16.320% | 13.785% | +9.755% | 16.162% | +7.378% |
| 10/05/19 | 21.070% | 28550.24 | 16.808% | 15.170% | +5.900% | 17.662% | +3.408% |
| 14/05/19 | 20.900% | 28122.02 | 17.287% | 15.767% | +5.133% | 17.839% | +3.061% |
| 15/05/19 | 18.750% | 28268.71 | 17.057% | 16.383% | +2.367% | 18.401% | +0.349% |
| 16/05/19 | 18.260% | 28275.07 | 17.091% | 16.912% | +1.348% | 18.857% | -0.597% |
| 17/05/19 | 18.980% | 27946.46 | 17.279% | 17.104% | +1.876% | 18.930% | +0.050% |
| 20/05/19 | 18.810% | 27787.61 | 16.951% | 17.133% | +1.677% | 18.540% | +0.270% |
| 21/05/19 | 18.210% | 27657.24 | 16.945% | 17.064% | +1.146% | 18.326% | -0.116% |
| 22/05/19 | 18.530% | 27705.94 | 16.909% | 17.035% | +1.495% | 18.154% | +0.376% |
| 23/05/19 | 19.680% | 27267.13 | 17.380% | 17.093% | +2.587% | 18.075% | +1.605% |
| 24/05/19 | 19.110% | 27353.93 | 17.433% | 17.124% | +1.986% | 17.968% | +1.142% |
| 27/05/19 | 19.420% | 27288.09 | 17.035% | 17.141% | +2.279% | 17.563% | +1.857% |
| 28/05/19 | 18.750% | 27390.81 | 17.257% | 17.203% | +1.547% | 17.485% | +1.265% |
| 29/05/19 | 19.500% | 27235.71 | 17.037% | 17.228% | +2.272% | 17.370% | +2.130% |
| 30/05/19 | 19.490% | 27114.88 | 16.786% | 17.110% | +2.380% | 17.110% | +2.380% |
| 31/05/19 | 20.850% | 26901.09 | 16.636% | 16.950% | +3.900% | 20.709% | +0.141% |
| 03/06/19 | 20.930% | 26893.86 | 16.694% | 16.882% | +4.048% | 20.210% | +0.720% |
| 04/06/19 | 19.720% | 26761.52 | 13.101% | 16.051% | +3.669% | 19.083% | +0.637% |
| 05/06/19 | 17.600% | 26895.44 | 13.339% | 15.311% | +2.289% | 18.078% | -0.478% |
| 06/06/19 | 17.030% | 26965.28 | 12.961% | 14.546% | +2.484% | 17.055% | -0.025% |
| 10/06/19 | 16.940% | 27578.64 | 13.550% | 13.929% | +3.011% | 15.874% | +1.066% |
| 11/06/19 | 16.990% | 27789.34 | 13.337% | 13.257% | +3.733% | 15.000% | +1.990% |
| 12/06/19 | 18.180% | 27308.46 | 13.906% | 13.418% | +4.762% | 15.072% | +3.108% |
| 13/06/19 | 18.160% | 27294.71 | 13.618% | 13.474% | +4.686% | 15.024% | +3.136% |
| 14/06/19 | 18.070% | 27118.35 | 13.666% | 13.615% | +4.455% | 15.069% | +3.001% |
| 17/06/19 | 17.830% | 27227.16 | 13.458% | 13.597% | +4.233% | 14.714% | +3.116% |
| 18/06/19 | 18.060% | 27498.77 | 13.962% | 13.722% | +4.338% | 14.736% | +3.324% |
| 19/06/19 | 17.760% | 28202.14 | 16.479% | 14.237% | +3.523% | 15.172% | +2.588% |
| 20/06/19 | 17.430% | 28550.43 | 16.807% | 14.874% | +2.556% | 15.730% | +1.700% |
| 21/06/19 | 17.400% | 28473.71 | 16.404% | 15.422% | +1.978% | 16.182% | +1.218% |
| 24/06/19 | 17.540% | 28513.00 | 16.183% | 15.967% | +1.573% | 16.360% | +1.180% |
| 25/06/19 | 18.030% | 28185.98 | 16.854% | 16.545% | +1.485% | 16.817% | +1.213% |
| 26/06/19 | 18.630% | 28221.98 | 16.627% | 16.575% | +2.055% | 16.711% | +1.919% |
| 27/06/19 | 17.980% | 28621.42 | 17.139% | 16.641% | +1.339% | 16.641% | +1.339% |
| 28/06/19 | 17.480% | 28542.62 | 17.246% | 16.810% | +0.670% | 21.228% | -3.748% |
| 02/07/19 | 15.250% | 28875.56 | 17.465% | 17.066% | -1.816% | 20.991% | -5.741% |
| 03/07/19 | 14.810% | 28855.14 | 17.425% | 17.180% | -2.370% | 20.991% | -6.181% |
| 04/07/19 | 14.250% | 28795.77 | 17.546% | 17.364% | -3.114% | 21.072% | -6.822% |
| 05/07/19 | 14.700% | 28774.83 | 17.280% | 17.392% | -2.692% | 20.964% | -6.264% |
| 08/07/19 | 15.580% | 28331.69 | 18.320% | 17.607% | -2.027% | 20.789% | -5.209% |
| 09/07/19 | 15.830% | 28116.28 | 16.480% | 17.410% | -1.580% | 20.413% | -4.583% |
| 10/07/19 | 15.520% | 28204.69 | 16.183% | 17.162% | -1.642% | 19.981% | -4.461% |
| 11/07/19 | 14.690% | 28431.80 | 15.276% | 16.708% | -2.018% | 19.315% | -4.625% |
| 12/07/19 | 14.210% | 28471.62 | 15.271% | 16.306% | -2.096% | 18.717% | -4.507% |
| 15/07/19 | 14.780% | 28554.88 | 15.190% | 15.680% | -0.900% | 17.612% | -2.832% |